polymake: 'polymake' generates the coefficients of an AR process given...

Description Usage Arguments Value Examples

View source: R/auxilary.r

Description

polymake generates the coefficients of an AR process given the zeros of the characteristic polynomial. The norm of the roots must be greater than one for stationary processes.

Usage

1

Arguments

r

vector, the zeros of the characteristic polynomial

Value

C coefficients (a[1],a[2],...,a[p]) of the polynomial 1 - a[1]z -a[2]z^2 -...- a[p]z^p

Examples

1
C <- polymake(c(2,-1.5,3))

tsapp documentation built on Oct. 30, 2021, 5:08 p.m.

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